Transient nearest neighbor random walk on the line

Endre Csáki, Antónia Földes, Pál Révész

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

We prove strong theorems for the local time at infinity of a nearest neighbor transient random walk. First, laws of the iterated logarithm are given for the large values of the local time. Then we investigate the length of intervals over which the walk runs through (always from left to right) without ever returning.

Original languageEnglish
Pages (from-to)100-122
Number of pages23
JournalJournal of Theoretical Probability
Volume22
Issue number1
DOIs
Publication statusPublished - Mar 1 2009

Keywords

  • Local time
  • Strong theorems
  • Transient random walk

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

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